diff --git a/main.py b/main.py index 0d36527..117dfcc 100644 --- a/main.py +++ b/main.py @@ -109,7 +109,6 @@ def rolling_optimize(ret, lookback=126, backtest=126, role="max_sharpe", gamma=N rets = pd.DataFrame(np.vstack([rets, equally_weighted]).T, columns=['Portfolio', 'Equally'], index=ret.index[lookback:]) return weight, rets - # Define the route for the index pages @app.route('/') def index(): @@ -127,8 +126,6 @@ def login_post(): username = request.form.get('username') password = request.form.get('password') print(username, password) - - ## Connect to the database conn = psycopg2.connect(**SQL_CONFIG) with conn: @@ -253,19 +250,16 @@ def submit_stock_list(): ## Query DB conn = psycopg2.connect(**SQL_CONFIG) port = get_stock(conn, stock_list, session['tw']) - if len(port.index) > 908: - port = port.iloc[-908:, :] + if len(port.index) > 1008: + port = port.iloc[-1008:, :] conn.close() port = port.iloc[::3, :] port = port/port.iloc[0, :] fig = port.plot(title='資產價格變化', labels=dict(index="Date", value="Price", variable="Assets")) fig['layout'] = {} - # 序列化 graphJSON = json.dumps(fig, cls=plotly.utils.PlotlyJSONEncoder) - - for key in request.form: print(key, request.form[key]) # Do something with the stock list heres @@ -284,14 +278,11 @@ def buildPort(): if time.time() - session['lastCreateTime'] < 60: print("UNTIL: ", time.time()-session['lastCreateTime']) return '''投資組合建立時間間隔(或與登入時間間隔)必須大於60秒！''' - # print('last_creation', time.time() - session['lastCreateTime']) session['lastCreateTime'] = time.time() - # print('last_creation', session['lastCreateTime']) - # print("-"*10) for key in request.form: print(key, request.form[key], type(request.form[key])) - # Portfolio Info + # Portfolio Info , random name generator name = request.form.get('name') if name == '': prefix=''.join(random.choices(string.ascii_uppercase + string.digits, k=6)) @@ -348,14 +339,17 @@ def buildPort(): info['vol'], info['mdd'], info['annual_sr'], info['beta'], info['alpha'], info['var10'], info['R2'], True, comment, stock_list, json.dumps(weight.to_dict()), json.dumps(rets.to_dict())) sql='insert into strategy \ - (date, name, username, competition, role, annual_ret, vol, mdd, annual_sr, beta, alpha, var10, R2, tw, notes, assets, weight, ret)\ - values (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s) RETURNING id;' + (date, name, username,\ + competition, role, annual_ret,\ + vol, mdd, annual_sr, beta, alpha,\ + var10, R2, tw, notes, assets, weight, ret)\ + values (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s) RETURNING id;' with conn: with conn.cursor() as curs: curs.execute(sql, data) strategy_id = curs.fetchone()[0] conn.close() - print("\n------Write in Success--------\n") + print("\n------Strategy write in Success--------\n") return f'''投資組合已完成建立，請點擊 {strategy_id}查詢分析結果。''' diff --git a/templates/custom.html b/templates/custom.html index 1d8a791..fe7acce 100644 --- a/templates/custom.html +++ b/templates/custom.html @@ -5,90 +5,77 @@ {% block title %}Strategy Page{% endblock%} {% block content %}
- - - -